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VOO vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VOOVUG
YTD Return10.42%11.14%
1Y Return34.26%45.28%
3Y Return (Ann)11.43%11.29%
5Y Return (Ann)15.04%18.03%
10Y Return (Ann)13.04%15.21%
Sharpe Ratio2.942.92
Daily Std Dev11.59%15.33%
Max Drawdown-33.99%-50.68%
Current Drawdown-0.12%-0.36%

Correlation

0.94
-1.001.00

The correlation between VOO and VUG is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VOO vs. VUG - Performance Comparison

In the year-to-date period, VOO achieves a 10.42% return, which is significantly lower than VUG's 11.14% return. Over the past 10 years, VOO has underperformed VUG with an annualized return of 13.04%, while VUG has yielded a comparatively higher 15.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%600.00%650.00%700.00%OctoberNovemberDecember2024FebruaryMarch
515.91%
664.27%
VOO
VUG

Compare stocks, funds, or ETFs


Vanguard S&P 500 ETF

Vanguard Growth ETF

VOO vs. VUG - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than VUG's 0.04% expense ratio.

VUG
Vanguard Growth ETF
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VOO vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Vanguard Growth ETF (VUG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
2.94
VUG
Vanguard Growth ETF
2.92

VOO vs. VUG - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 2.94, which roughly equals the VUG Sharpe Ratio of 2.92. The chart below compares the 12-month rolling Sharpe Ratio of VOO and VUG.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.94
2.92
VOO
VUG

Dividends

VOO vs. VUG - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.33%, more than VUG's 0.53% yield.


TTM20232022202120202019201820172016201520142013
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VUG
Vanguard Growth ETF
0.53%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

VOO vs. VUG - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum VUG drawdown of -50.68%. The drawdown chart below compares losses from any high point along the way for VOO and VUG


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.12%
-0.36%
VOO
VUG

Volatility

VOO vs. VUG - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 2.90%, while Vanguard Growth ETF (VUG) has a volatility of 3.93%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
2.90%
3.93%
VOO
VUG